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相关论文: Reward is enough for convex MDPs

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In reinforcement learning (RL), aligning agent behavior with specific objectives typically requires careful design of the reward function, which can be challenging when the desired objectives are complex. In this work, we propose an…

机器学习 · 计算机科学 2025-09-05 Yuting Tang , Yivan Zhang , Johannes Ackermann , Yu-Jie Zhang , Soichiro Nishimori , Masashi Sugiyama

In traditional reinforcement learning (RL), the learner aims to solve a single objective optimization problem: find the policy that maximizes expected reward. However, in many real-world settings, it is important to optimize over multiple…

机器学习 · 计算机科学 2025-02-18 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

机器学习 · 计算机科学 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific…

人工智能 · 计算机科学 2025-10-16 Xiaocheng Li , Huaiyang Zhong , Margaret L. Brandeau

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for multi-agent Markov decision processes (MDPs). The temporal difference (TD) learning is a reinforcement learning (RL)…

最优化与控制 · 数学 2018-08-23 Donghwan Lee , Hyungjin Yoon , Naira Hovakimyan

In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…

机器学习 · 计算机科学 2018-09-25 Yue Wang , Wei Chen , Yuting Liu , Zhi-Ming Ma , Tie-Yan Liu

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

机器学习 · 计算机科学 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

机器学习 · 计算机科学 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

In this paper, we show the convergence rates of posterior distributions of the model dynamics in a MDP for both episodic and continuous tasks. The theoretical results hold for general state and action space and the parameter space of the…

统计理论 · 数学 2019-07-23 Zhen Li , Eric Laber

The specification of aMarkov decision process (MDP) can be difficult. Reward function specification is especially problematic; in practice, it is often cognitively complex and time-consuming for users to precisely specify rewards. This work…

人工智能 · 计算机科学 2012-05-14 Kevin Regan , Craig Boutilier

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

机器学习 · 统计学 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

This paper studies the expected value of multiplicative rewards, where rewards obtained in each step are multiplied (instead of the usual addition), in Markov chains (MCs) and Markov decision processes (MDPs). One of the key differences to…

计算机科学中的逻辑 · 计算机科学 2025-06-24 Christel Baier , Krishnendu Chatterjee , Tobias Meggendorfer , Jakob Piribauer

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

最优化与控制 · 数学 2020-04-29 Donghwan Lee , Jianghai Hu

In this paper, a sparse Markov decision process (MDP) with novel causal sparse Tsallis entropy regularization is proposed.The proposed policy regularization induces a sparse and multi-modal optimal policy distribution of a sparse MDP. The…

机器学习 · 计算机科学 2017-10-16 Kyungjae Lee , Sungjoon Choi , Songhwai Oh

We consider the problem of reward learning for temporally extended tasks. For reward learning, inverse reinforcement learning (IRL) is a widely used paradigm. Given a Markov decision process (MDP) and a set of demonstrations for a task, IRL…

机器人学 · 计算机科学 2021-07-14 Farzan Memarian , Zhe Xu , Bo Wu , Min Wen , Ufuk Topcu

In robust Markov decision processes (RMDPs), it is assumed that the reward and the transition dynamics lie in a given uncertainty set. By targeting maximal return under the most adversarial model from that set, RMDPs address performance…

机器学习 · 计算机科学 2024-02-13 Uri Gadot , Esther Derman , Navdeep Kumar , Maxence Mohamed Elfatihi , Kfir Levy , Shie Mannor

In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…

最优化与控制 · 数学 2021-12-16 Anna Jaśkiewicz , Andrzej S. Nowak

Markov decision process (MDP) congestion game is an extension of classic congestion games, where a continuous population of selfish agents solves Markov decision processes with congestion: the payoff of a strategy decreases as more…

计算机科学与博弈论 · 计算机科学 2021-12-14 Sarah H. Q. Li , Yue Yu , Daniel Calderone , Lillian Ratliff , Behcet Acikmese

Markov reward processes (MRPs) are used to model stochastic phenomena arising in operations research, control engineering, robotics, and artificial intelligence, as well as communication and transportation networks. In many of these cases,…

机器学习 · 统计学 2020-09-17 Ashwin Pananjady , Martin J. Wainwright

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

机器学习 · 计算机科学 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor